(1) Background: Cancer constitutes one of the principal causes of morbi-mortality in the world and generates an important loss of patients’ self-sufficiency. People who are their caregivers usually become the main care providers, which impacts their quality of life; (2) Aim: Analyze the different problems (physical, emotional, social, and financial) faced by people who are caregivers of adults with cancer and describe the strategies required to improve their quality of life; (3) Method: A literature review was conducted on the following database: PubMed, Cinahl, PsycINFO, and Scopus. The following eligibility criteria were specified: (a) research studies of quantitative, qualitative, or mixed methods, (b) consistent with objective, and (c) published in the English language or Spanish during the last five years; (4) Results: 36 studies were selected from those found in the literature. Regarding the problems mentioned: eight studies described physical issues, 26 emotional effects, 10 social implications, and seven financial strains. Twenty-eight studies described strategies to improve the quality of life of caregivers; (5) Conclusions: Caregivers are usually women around the age of 50. Problems faced are mostly emotional in nature, followed by social, physical, and financial ones. In order to cope with this burden, there are some strategies that can be developed to help to build skills to manage both the disease and the impact derived from it, therefore improving their quality of life.